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The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
In 2008, T\'oth and Vet\H{o} defined the self-repelling random walk with directed edges as a non-Markovian random walk on $\mathbb{Z}$: in this model, the probability that the walk moves from a point of $\mathbb{Z}$ to a given neighbor…
We study long-time spin diffusion of harmonically trapped lattice fermions in one dimension. Combining thermodynamic Bethe ansatz approach and local density approximation, we calculate spin current and spin diffusion coefficient driven by…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
We investigate the asymptotic speed of spread of the solutions of a non-autonomous Fisher-KPP equation with nonlocal diffusion, driven by a thin-tailed kernel. In this paper, we are concerned with both compactly supported and exponentially…
We establish the consistency of a local time approximation of a diffusion at a sticky threshold based on high-frequency observations. First, we prove the result for sticky Brownian motion, and then extend it to It\^o diffusions with a…
Controlling the spin dynamics and spin lifetimes is one of the main challenges in spintronics. To this end, the study of the spin diffusion in two-dimensional electron gases (2DEGs) shows that when the Rashba and Dresselhaus spin-orbit…
We review some recent results on the theory of scattering and more precisely on the local Cauchy problem at infinity in time for some long range nonlinear systems including some form of the Schr"odinger equation. We consider in particular…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
We study the distribution of the unobserved states of two measure-valued diffusions of Fleming-Viot and Dawson-Watanabe type, conditional on observations from the underlying populations collected at past, present and future times. If seen…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
We study the scattering of vortex rings by a superfluid line vortex using the Gross-Pitaevskii equation in a parameter regime where a hydrodynamic description based on a vortex filament approximation is applicable. By using a vortex…
The stationary distribution of the diffusion limit of the 2-island, 2-allele Wright-Fisher with small but otherwise arbitrary mutation and migration rates is investigated. Following a method developed by Burden and Tang (2016, 2017) for…
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…
We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…
We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…
We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…
The passage-time distribution for a spread-out quantum particle to traverse a specific region is calculated using a detailed quantum model for the detector involved. That model, developed and investigated in earlier works, is based on the…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…